+588.6%
NEM vs RBA
+3,565.6%
-2,976.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | +23.1% | -12.3% | +35.4% | +25.4% |
| 3M | +18.5% | -20.5% | +39.0% | +22.0% |
| 6M | +7.8% | -18.5% | +26.3% | +10.5% |
| YTD | +29.1% | -18.2% | +47.3% | +32.2% |
| 1Y | +72.7% | -27.5% | +100.2% | +79.9% |
| 3Y | +248.7% | +38.1% | +210.7% | +228.2% |
| 5Y | +148.7% | +44.8% | +103.9% | +128.8% |
| 10Y | +304.8% | +187.1% | +117.6% | +226.6% |
| All | +588.6% | +3,565.6% | -2,976.9% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling